Cross-correlations

Cross-correlations

$$z_m = {\bf u}^\prime {\bf P}_m {\bf v}, \;\;\; 1\leq m \leq M,$$ (9.9)

can also be written as (9.1) if we define

$${\bf x}=\left[\begin{array}{c}{\bf u} {\bf v}\end{array}\right].$$